+15.6%
AJG vs BIDU
-27.2%
+42.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | -8.5% | -5.2% | -3.3% | -8.9% |
| 30D | -3.8% | -14.5% | +10.7% | -5.3% |
| 3M | +10.8% | -22.9% | +33.7% | +7.4% |
| 6M | +15.6% | -27.8% | +43.4% | +9.8% |
| All | +15.6% | -27.2% | +42.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling